+33,471.1%
ORCL vs SONY
+543.6%
+32,927.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | +5.3% | -1.2% | +6.4% | +5.7% |
| 30D | +10.0% | +9.4% | +0.5% | +6.4% |
| 3M | -32.6% | +10.5% | -43.1% | -35.4% |
| 6M | +4.9% | +11.7% | -6.8% | -0.1% |
| YTD | -17.8% | -4.1% | -13.7% | -17.4% |
| 1Y | -28.0% | -11.8% | -16.2% | -25.9% |
| 3Y | +36.0% | +45.9% | -9.9% | +14.6% |
| 5Y | +88.7% | +16.3% | +72.4% | +69.2% |
| 10Y | +346.9% | +297.6% | +49.3% | +145.2% |
| All | +33,471.1% | +543.6% | +32,927.6% | +13,951.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling